-57.2%
COIN vs RSG
+21.1%
-78.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | +1.6% | -11.3% | -8.8% |
| 7D | -14.8% | +5.6% | -20.4% | -12.2% |
| 30D | -26.3% | +16.1% | -42.5% | -20.9% |
| 3M | -8.7% | +20.5% | -29.2% | +0.4% |
| 6M | -30.8% | +22.7% | -53.5% | -23.5% |
| YTD | -39.5% | +18.7% | -58.2% | -32.1% |
| 1Y | -57.2% | +21.9% | -79.0% | -51.8% |
| All | -57.2% | +21.1% | -78.2% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RSG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling